http://ir.sinica.edu.tw/handle/201000000A/84926
Title: | Forecasting expected shortfall and value-at-risk with realized variance measures and the FZ loss | Authors: | Chou, R. Y. Yen, T.-J. Yen, Y.-M. |
Issue Date: | 2022 | Relation: | Taiwan Economic Forecast and Policy | URI: | http://ir.sinica.edu.tw/handle/201000000A/84926 |
Appears in Collections: | 統計科學研究所 |
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